| Publication | Date of Publication | Type |
|---|
| Factor-Augmented VARMA Models With Macroeconomic Applications | 2025-01-20 | Paper |
| Permutation Tests for Comparing Inequality Measures | 2024-11-08 | Paper |
| Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application | 2024-10-17 | Paper |
| Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds | 2023-08-18 | Paper |
| Simulation‐based finite sample normality tests in linear regressions | 2023-07-07 | Paper |
| Identification-robust inference for endogeneity parameters in linear structural models | 2022-07-26 | Paper |
| Identification-robust moment-based tests for Markov switching in autoregressive models | 2022-06-08 | Paper |
| Invariant tests based onM-estimators, estimating functions, and the generalized method of moments | 2022-06-07 | Paper |
| Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves | 2022-03-09 | Paper |
| Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors | 2022-03-04 | Paper |
| Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability | 2021-11-19 | Paper |
| Simple estimators and inference for higher-order stochastic volatility models | 2021-07-30 | Paper |
| Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory | 2021-02-09 | Paper |
| Finite-sample inference and nonstandard asymptotics with Monte Carlo tests and R | 2020-08-18 | Paper |
| Weak identification in probit models with endogenous covariates | 2019-08-06 | Paper |
| A technical note on divergence of the Wald statistic | 2019-06-13 | Paper |
| On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling | 2019-03-05 | Paper |
| Identification-Robust Estimation and Testing of the Zero-Beta CAPM | 2019-01-23 | Paper |
| Asymptotic distributions for quasi-efficient estimators in echelon VARMA models | 2018-11-23 | Paper |
| Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence | 2017-07-31 | Paper |
| Short and long run causality measures: theory and inference | 2016-07-25 | Paper |
| Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models | 2016-07-04 | Paper |
| Finite-sample simulation-based inference in VAR models with application to Granger causality testing | 2016-06-10 | Paper |
| Short run and long run causality in time series: inference | 2016-06-10 | Paper |
| Further results on projection-based inference in IV regressions with weak, collinear or missing instruments | 2016-05-09 | Paper |
| Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics | 2016-04-25 | Paper |
| Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series | 2016-04-18 | Paper |
| Simulation-based finite-sample tests for heteroskedasticity and ARCH effects | 2015-12-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262081 | 2015-07-13 | Paper |
| Exact confidence sets and goodness-of-fit methods for stable distributions | 2014-06-04 | Paper |
| Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form | 2014-04-14 | Paper |
| Estimation uncertainty in structural inflation models with real wage rigidities | 2014-04-14 | Paper |
| Wald tests when restrictions are locally singular | 2013-12-02 | Paper |
| On the precision of Calvo parameter estimates in structural NKPC models | 2010-11-05 | Paper |
| On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression | 2010-06-30 | Paper |
| Finite sample multivariate tests of asset pricing models with coskewness | 2010-03-30 | Paper |
| Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3631721 | 2009-06-10 | Paper |
| Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis | 2008-12-12 | Paper |
| Instrument endogeneity and identification-robust tests: some analytical results | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5438900 | 2008-02-08 | Paper |
| Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments | 2006-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3365822 | 2006-02-13 | Paper |
| Simulation-based finite-sample tests for heteroskedasticity and ARCH effects | 2004-10-01 | Paper |
| Simulation based finite and large sample tests in multivariate regressions | 2003-04-02 | Paper |
| Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. | 2003-02-17 | Paper |
| Exact Inference Methods for First-Order Autoregressive Distributed Lag Models | 2002-05-28 | Paper |
| Short Run and Long Run Causality in Time Series: Theory | 2002-05-28 | Paper |
| Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes | 2000-01-01 | Paper |
| Generalized runs tests for heteroscedastic time series | 1998-11-15 | Paper |
| Exact Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter | 1998-06-22 | Paper |
| Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models | 1998-05-10 | Paper |
| Exact tests in single equation autoregressive distributed lag models | 1997-10-28 | Paper |
| Exact tests for structural change in first-order dynamic models | 1996-02-12 | Paper |
| Simplified conditions for noncausality between vectors in multivariate ARMA models | 1995-02-16 | Paper |
| Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications | 1994-07-26 | Paper |
| On the relationship between impulse response analysis, innovation accounting and Granger causality | 1994-04-26 | Paper |
| Generalized Predictive Tests and Structural Change Analysis in Econometrics | 1994-03-27 | Paper |
| Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models | 1993-05-16 | Paper |
| Nonlinear models, rescaling and test invariance | 1993-01-17 | Paper |
| Simple exact bounds for distributions of linear signed rank statistics | 1992-09-27 | Paper |
| Invariance, Nonlinear Models, and Asymptotic Tests | 1992-06-28 | Paper |
| Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors | 1991-01-01 | Paper |
| Over-rejections in rational expectations models. A non-parametric approach to the Mankiw-Shapiro problem | 1991-01-01 | Paper |
| Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors | 1990-01-01 | Paper |
| Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions | 1989-01-01 | Paper |
| Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness | 1989-01-01 | Paper |
| Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments | 1988-01-01 | Paper |
| Generalized portmanteau statistics and tests of randomness | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3026097 | 1986-01-01 | Paper |
| Some robust exact results on sample autocorrelations and tests of randomness | 1985-01-01 | Paper |
| Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown | 1984-01-01 | Paper |
| Generalized Chow Tests for Structural Change: A Coordinate-Free Approach | 1982-01-01 | Paper |
| Recursive stability analysis of linear regression relationships. An exploratory methodology | 1982-01-01 | Paper |
| Nonparametric testing for time series: A bibliography | 1982-01-01 | Paper |
| RANK TESTS FOR SERIAL DEPENDENCE | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4152140 | 1977-01-01 | Paper |
| On spectral estimation for a homogeneous random process on the circle | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4404267 | 1974-01-01 | Paper |
